+88.6%
AG vs CNI
+33.8%
+54.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.5% |
| 7D | -6.7% | -0.4% | -6.4% | -6.5% |
| 30D | +2.2% | -2.7% | +4.9% | +4.0% |
| 3M | +15.7% | +3.9% | +11.8% | +11.5% |
| 6M | -23.8% | +16.4% | -40.1% | -33.6% |
| YTD | +17.6% | +25.8% | -8.2% | +0.3% |
| 1Y | +88.6% | +32.4% | +56.2% | +60.3% |
| All | +88.6% | +33.8% | +54.8% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling